E-mini NASDAQ-100 Future March 2016

Trading Metrics calculated at close of trading on 10-Feb-2016

Day Change Summary
	Previous	Current
	09-Feb-2016	10-Feb-2016	Change	Change %	Previous Week
Open	3,958.50	3,954.50	-4.00	-0.1%	4,263.25
High	4,004.00	4,041.00	37.00	0.9%	4,309.25
Low	3,897.50	3,922.25	24.75	0.6%	4,001.00
Close	3,944.25	3,967.25	23.00	0.6%	4,022.00
Range	106.50	118.75	12.25	11.5%	308.25
ATR	121.08	120.92	-0.17	-0.1%	0.00
Volume	499,993	426,911	-73,082	-14.6%	1,888,841

Daily Pivots for day following 10-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,333.00	4,269.00	4,032.50
R3	4,214.25	4,150.25	4,000.00
R2	4,095.50	4,095.50	3,989.00
R1	4,031.50	4,031.50	3,978.25	4,063.50
PP	3,976.75	3,976.75	3,976.75	3,993.00
S1	3,912.75	3,912.75	3,956.25	3,944.75
S2	3,858.00	3,858.00	3,945.50
S3	3,739.25	3,794.00	3,934.50
S4	3,620.50	3,675.25	3,902.00

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,035.50	4,837.00	4,191.50
R3	4,727.25	4,528.75	4,106.75
R2	4,419.00	4,419.00	4,078.50
R1	4,220.50	4,220.50	4,050.25	4,165.50
PP	4,110.75	4,110.75	4,110.75	4,083.25
S1	3,912.25	3,912.25	3,993.75	3,857.50
S2	3,802.50	3,802.50	3,965.50
S3	3,494.25	3,604.00	3,937.25
S4	3,186.00	3,295.75	3,852.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,206.50	3,883.00	323.50	8.2%	130.75	3.3%	26%	False	False	459,105
10	4,309.25	3,883.00	426.25	10.7%	121.00	3.0%	20%	False	False	410,106
20	4,365.00	3,883.00	482.00	12.1%	135.00	3.4%	17%	False	False	436,309
40	4,697.75	3,883.00	814.75	20.5%	111.25	2.8%	10%	False	False	359,543
60	4,734.75	3,883.00	851.75	21.5%	98.25	2.5%	10%	False	False	247,767
80	4,734.75	3,883.00	851.75	21.5%	87.50	2.2%	10%	False	False	185,888
100	4,734.75	3,883.00	851.75	21.5%	86.25	2.2%	10%	False	False	148,749
120	4,734.75	3,883.00	851.75	21.5%	82.00	2.1%	10%	False	False	123,958

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,545.75
2.618	4,352.00
1.618	4,233.25
1.000	4,159.75
0.618	4,114.50
HIGH	4,041.00
0.618	3,995.75
0.500	3,981.50
0.382	3,967.50
LOW	3,922.25
0.618	3,848.75
1.000	3,803.50
1.618	3,730.00
2.618	3,611.25
4.250	3,417.50

Fisher Pivots for day following 10-Feb-2016
Pivot	1 day	3 day
R1	3,981.50	3,966.25
PP	3,976.75	3,965.50
S1	3,972.00	3,964.50

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These figures are updated between 7pm and 10pm EST after a trading day.

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